Leverage Shares 2X Long ABNB Daily ETF MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
74.20%
decreased by 0.57%
1 Week
74.97%
increased by 0.20%
1 Month
75.91%
increased by 1.14%
Analysis last updated: Friday, July 17, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2025 to Jul 17, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.12 |
α ARCH Response to squared shocks | 0.0248 | 0.94 |
β GARCH Volatility persistence | 0.7592 | 3.70*** |
Persistence:
0.784
Half-life:
3 days
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